Motivated by the observation that for a sample of size two from an exponential distribution, the largest order statistic is distributed as a convolution of two independent exponential random variables with distributions differing only in their intensity or rate parameter, a spectrum of related...

This paper deals with the problem of estimating the variance based on a random sample from a normal distribution with mean [mu] and variance [sigma] = 1/[tau]. In approaching the problem from a Bayesian point of view, a natural conjugate family of priors for ([mu], [tau]) consists of [tau]...